NIKKEI 225 Index Future (Globex) March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 10,580 10,635 55 0.5% 10,230
High 10,665 10,655 -10 -0.1% 10,595
Low 10,535 10,580 45 0.4% 10,230
Close 10,620 10,590 -30 -0.3% 10,505
Range 130 75 -55 -42.3% 365
ATR 123 119 -3 -2.8% 0
Volume 8,858 9,130 272 3.1% 39,195
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 10,833 10,787 10,631
R3 10,758 10,712 10,611
R2 10,683 10,683 10,604
R1 10,637 10,637 10,597 10,623
PP 10,608 10,608 10,608 10,601
S1 10,562 10,562 10,583 10,548
S2 10,533 10,533 10,576
S3 10,458 10,487 10,570
S4 10,383 10,412 10,549
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 11,538 11,387 10,706
R3 11,173 11,022 10,606
R2 10,808 10,808 10,572
R1 10,657 10,657 10,539 10,733
PP 10,443 10,443 10,443 10,481
S1 10,292 10,292 10,472 10,368
S2 10,078 10,078 10,438
S3 9,713 9,927 10,405
S4 9,348 9,562 10,304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,665 10,395 270 2.5% 126 1.2% 72% False False 8,564
10 10,665 10,150 515 4.9% 129 1.2% 85% False False 7,350
20 10,665 10,150 515 4.9% 122 1.2% 85% False False 6,116
40 10,665 9,905 760 7.2% 108 1.0% 90% False False 5,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 10,974
2.618 10,851
1.618 10,776
1.000 10,730
0.618 10,701
HIGH 10,655
0.618 10,626
0.500 10,618
0.382 10,609
LOW 10,580
0.618 10,534
1.000 10,505
1.618 10,459
2.618 10,384
4.250 10,261
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 10,618 10,583
PP 10,608 10,577
S1 10,599 10,570

These figures are updated between 7pm and 10pm EST after a trading day.

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